CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8079 |
0.8096 |
0.0018 |
0.2% |
0.8130 |
| High |
0.8117 |
0.8123 |
0.0006 |
0.1% |
0.8130 |
| Low |
0.8075 |
0.8073 |
-0.0003 |
0.0% |
0.8048 |
| Close |
0.8098 |
0.8083 |
-0.0015 |
-0.2% |
0.8083 |
| Range |
0.0042 |
0.0051 |
0.0009 |
20.2% |
0.0082 |
| ATR |
0.0805 |
0.0751 |
-0.0054 |
-6.7% |
0.0000 |
| Volume |
76,946 |
84,653 |
7,707 |
10.0% |
398,714 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8244 |
0.8214 |
0.8111 |
|
| R3 |
0.8194 |
0.8164 |
0.8097 |
|
| R2 |
0.8143 |
0.8143 |
0.8092 |
|
| R1 |
0.8113 |
0.8113 |
0.8088 |
0.8103 |
| PP |
0.8093 |
0.8093 |
0.8093 |
0.8088 |
| S1 |
0.8063 |
0.8063 |
0.8078 |
0.8053 |
| S2 |
0.8042 |
0.8042 |
0.8074 |
|
| S3 |
0.7992 |
0.8012 |
0.8069 |
|
| S4 |
0.7941 |
0.7962 |
0.8055 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8290 |
0.8128 |
|
| R3 |
0.8251 |
0.8208 |
0.8106 |
|
| R2 |
0.8169 |
0.8169 |
0.8098 |
|
| R1 |
0.8126 |
0.8126 |
0.8091 |
0.8107 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8077 |
| S1 |
0.8044 |
0.8044 |
0.8075 |
0.8025 |
| S2 |
0.8005 |
0.8005 |
0.8068 |
|
| S3 |
0.7923 |
0.7962 |
0.8060 |
|
| S4 |
0.7841 |
0.7880 |
0.8038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8130 |
0.8048 |
0.0082 |
1.0% |
0.0042 |
0.5% |
43% |
False |
False |
79,742 |
| 10 |
0.8169 |
0.0810 |
0.7359 |
91.0% |
0.0041 |
0.5% |
99% |
False |
False |
93,185 |
| 20 |
0.8174 |
0.0810 |
0.7364 |
91.1% |
0.0060 |
0.7% |
99% |
False |
False |
76,372 |
| 40 |
0.8423 |
0.0810 |
0.7613 |
94.2% |
0.0056 |
0.7% |
96% |
False |
False |
38,815 |
| 60 |
0.8455 |
0.0810 |
0.7645 |
94.6% |
0.0055 |
0.7% |
95% |
False |
False |
25,925 |
| 80 |
0.8470 |
0.0810 |
0.7660 |
94.8% |
0.0053 |
0.7% |
95% |
False |
False |
19,463 |
| 100 |
0.8532 |
0.0810 |
0.7722 |
95.5% |
0.0048 |
0.6% |
94% |
False |
False |
15,577 |
| 120 |
0.8640 |
0.0810 |
0.7830 |
96.9% |
0.0046 |
0.6% |
93% |
False |
False |
12,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8338 |
|
2.618 |
0.8255 |
|
1.618 |
0.8205 |
|
1.000 |
0.8174 |
|
0.618 |
0.8154 |
|
HIGH |
0.8123 |
|
0.618 |
0.8104 |
|
0.500 |
0.8098 |
|
0.382 |
0.8092 |
|
LOW |
0.8073 |
|
0.618 |
0.8041 |
|
1.000 |
0.8022 |
|
1.618 |
0.7991 |
|
2.618 |
0.7940 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8098 |
0.8086 |
| PP |
0.8093 |
0.8085 |
| S1 |
0.8088 |
0.8084 |
|